-14.3%
MTZ vs AUR
-17.4%
+3.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -4.4% | -10.9% | -14.3% |
| 7D | -7.4% | -19.8% | +12.4% | -2.7% |
| 30D | -23.6% | -29.0% | +5.4% | -17.6% |
| 3M | -38.3% | -43.6% | +5.3% | -30.1% |
| 6M | -60.6% | -36.6% | -24.0% | -56.9% |
| YTD | -22.9% | +6.3% | -29.1% | -26.5% |
| 1Y | -14.3% | -9.0% | -5.2% | -14.7% |
| All | -14.3% | -17.4% | +3.1% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling